Without any attack EVs and a mediocre base 80 attack, Rock Slide doesn't provide much coverage or damage and won't do much in case of Taunt, which Skarmory can always switch out of. Also, Whirlwind is important for getting rid of Pokemon that try to boost while Skarmory is setting up, and can be used to rack up residual damage by Whirlwind-ing random Pokemon onto Stealth Rock and Spikes.

Skarmory@leftovers
Ability:Sturdy
Evs:252Hp/252Def/4SpDef
Impish Nature
-Spikes
-Stealth rock
-Roost
-Counter(catch skarmory in gen 3 games and teach this from a move tutor in either FRLF)

Okay a bit odd but the point is first you set up entry hazards. You need a total of 4 turns which is completely possible with his defensiveness and roost. After he is done setting up he can always come back and destroy physical attackers with counter. Get hit by a physical move and strike them back and use roost to recover those damages and repeat this process over and over. Prediction is the only problem here but no one will expect a counter from a skarmory.

Erm, like I said, this is a "Stallerish/SrockSpikes dude for your sandstorm team" and "watch out for taunt" - In other words, He isn't meant to be an attacker. (as You can see, I gave him 0 attack Evs)
I would have thrown Sky drop in there for more stalling, but it's banned in competitive battling. :(

Counter is the gimmick to this set. Skarmory can wall Mega Pinsir easily, and if it tries to go for a CC, Skarmory's Counter kills it. Oh, and assuming you have Sturdy intact, wave goodbye to your little Talonflame as Skarmory lives Flare Blitz and one-shots with Counter. Shed Shell is to escape from Magnezone.
Only downside is that if you're trying to get it in-game, you're gonna have to do A LOT of transferring.

-Steel Wing Is STAB + Possible Defense Raise.
-Brave Bird/Drill Peck is STAB. I prefer B-Bird to D-Peck.
-Autotomize or Agility is required for such a slow bird.
-And you can't have an offensive Skarm w/out Swords Dance. (Unless it has a choice Band.)

Nature: Jolly/Adamant (Skarmory needs more Speed and he has no use for Sp Attack, Adamant if you want Attack instead of Speed)

Moves:
Drill Peck (Good Dmg, High Accuracy, STAB + lots of uses)

Steel Wing (Good Dmg, ok Accuracy, STAB + Chance of Defence Boost)

Swords Dance/Autotomise (for attack or Speed Boost depending on what you think you need)

Roost (for healing and remaining Sturdy)

Good and nice Moveset for Skarmory, not exactly the most tactical moveset but good for slaying mostly everything XD, the Leftovers and roost helps keeping the Sturdy intact and helps you to come to Attack/Speed (Swords Dance/Autotomise +8 pretty easy and still remaining at mostly full hp if you do it right.